Bettman, Jenni L; Ng, Wen Sern Kelvin; Sault, Stephen J - In: Australian Journal of Management 36 (2011) 1, pp. 59-73
It is generally accepted within the extant literature that a size effect exists, whereby smaller firms tend to experience higher rates of return than those of large firms. This small size effect is identified in a number of studies over a variety of equity markets. Despite this, however, no...